Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47688.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46293.46 Kr¶

PnL: ---------------------------------------> -595.11 Kr¶

DD now: ---------------------------------> -1.936 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:25:55.820400'

Anic Portfolio¶

Today¶

Return: 0.791 %¶

This Week¶

Return: 0.326 %¶

Total¶

Return: 56.119 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.700000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 0.640000 2751.000000 115.000000 4.360000 2636.000010
SAAB B 8 0.420000 3440.800000 63.800000 1.890000 3377.000000
FM Mattsson Mora Group B 50 -1.320000 2990.000000 63.000000 2.150000 2927.000000
AcadeMedia 12 2.070000 591.360000 34.360000 6.170000 557.000004
Corem Property Group B 59 0.000000 611.240000 34.240000 5.930000 576.999999
Resurs Holding 22 4.430000 601.920000 27.920000 4.860000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.790000 381.200000 26.200000 7.380000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
Boozt 12 2.580000 1666.800000 12.800000 0.770000 1653.999996
HMS Networks 2 -0.470000 683.200000 10.200000 1.520000 673.000000
Intrum 4 0.190000 537.200000 10.200000 1.940000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity B 2 0.950000 576.600000 2.600000 0.450000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Coor Service Management Hold. 8 0.300000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Karnov Group 9 2.960000 532.800000 -3.200000 -0.600000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.040000 564.000000 -6.000000 -1.050000 570.000000
CTEK 13 1.510000 525.200000 -8.800000 -1.650000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
International Petroleum Corp. 5 0.840000 543.000000 -51.570000 -8.670000 594.565215
Vivesto 1368 0.390000 560.880000 -52.120000 -8.500000 612.999432
Axfood 13 0.320000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 1.510000 1448.100000 -215.900000 -12.970000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46293.460000 -595.110000 -1.93607% 46888.564618

Updated:¶

'2023-01-20 16:26:08.670217'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶